Access Statistics for Raoul Pietersz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Single Factor Markov-Functional and Multi Factor Market Models 0 0 0 158 0 5 12 449
A Comparison of Single Factor Markov-functional and Multi Factor Market Models 0 0 1 507 0 2 15 1,002
Efficient Rank Reduction of Correlation Matrices 0 0 0 104 0 2 8 395
Efficient Rank Reduction of Correlation Matrices 0 0 0 246 0 0 7 857
Fast drift approximated pricing in the BGM model 0 0 0 711 0 3 13 1,758
Generic Market Models 0 0 0 157 2 4 10 549
Generic Market Models 0 0 0 469 0 1 9 1,542
Rank Reduction of Correlation Matrices by Majorization 0 0 0 225 2 5 12 672
Rank reduction of correlation matrices by majorization 0 0 0 28 1 3 10 134
Risk Managing Bermudan Swaptions in the Libor BGM Model 0 0 0 867 0 5 9 2,111
Risk managing bermudan swaptions in the libor BGM model 0 0 0 37 0 5 11 163
Total Working Papers 0 0 1 3,509 5 35 116 9,632


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of single factor Markov-functional and multi factor market models 0 0 0 30 0 2 5 129
Generic market models 0 0 0 34 0 3 30 172
Rank reduction of correlation matrices by majorization 0 0 0 7 2 5 18 68
Total Journal Articles 0 0 0 71 2 10 53 369


Statistics updated 2026-06-04